Guillaume Roussellet

Delve: The Divided State of American Public Health

Published: 12Jan2021

Even as the pandemic radically reshaped American life, the federal government failed to provide strong and consistent guidance about how best to manage this public health crisis. Not surprisingly,...

Guillaume Roussellet awarded 2019 FRQSC New Academics Grant

Published: 26Jul2019

Congratulations to Guillaume Roussellet, Assistant Professor in Finance, awarded 2019 FRQSC New Academics Grant (Soutien à la recherche pour la relève professorale) “Facteurs de volatilité et...

Staying at zero with affine processes: An application to term structure modelling

Published: 2Oct2017

Authors: Alain Monfort, Fulvio Pegoraro, Jean-Paul Renne and Guillaume Roussellet Publication: Journal of Econometrics, Vol. 201, No. 2, 2017, pp. 348-366. Abstract:

Scenario generation for long run interest rate risk assessment

Published: 3Oct2017

Authors: Robert Engle, Guillaume Roussellet, Emil Siriwardane Publication: Journal of Econometrics, Vol. 201, No. 2, December 2017 Abstract:

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